%dXt = sigma(t)dW 
%sigma(t)=OU
clear all
% index J for X
betaK=15; 
% time T
T = 1/2;
% time mesh 
num=50; tspan = linspace(0,T,num+1);
%sigma
s  =wihandle;
IIpart=index2(betaK);
%options = odeset('AbsTol',1e-12,'RelTol',1e-6);
options = [];
row=1+2*betaK+(betaK-1)*betaK/2; X0=zeros(row,1); 
% solver of X
disp('solving X')
tic
[time,X] = ode45(@randwwdt,tspan,X0,options,T,betaK,s,IIpart);
toc
varitest(time,X.*X,T,'uncorrelated','oudt',num)